Calibrating Prediction Regions

DOI10.2307/2290007MaRDI QIDQ3486701zbMATH OpenOpenAlexFDO

Authors Rudolf Beran

Publication date 1990

Full work available at URL https://doi.org/10.2307/2290007

zbMATH Keywords

rate of convergenceprediction regionconditional coverage probabilitylearning samplebootstrap Monte Carlo algorithmoverall coverage probabilities

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and prediction (62M20)

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Cited in

(38)

• Calibrated multivariate distributions for improved conditional prediction
• On the expression of uncertainty intervals in engineering
• On shortest prediction intervals in log-Gaussian random fields
• A note on simultaneous calibrated prediction intervals for time series
• Prediction with confidence -- a general framework for predictive inference
• Expansions of the coverage probabilities of prediction region based on a shrinkage estimator
• Some results on bootstrap prediction intervals
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
• A general algorithm for computing simultaneous prediction intervals for the (log)-location-scale family of distributions
• Prediction intervals for integrals of Gaussian random fields
• IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS
• Prediction intervals for overdispersed binomial data with application to historical controls
• Calibrating general posterior credible regions
• Prediction of remaining life of power transformers based on left truncated and right censored lifetime data
• Bootstrap-calibrated interval estimates for latent variable scores in item response theory
• Prediction in random coefficient regression
• Calibrating predictive distributions
• Optimal prediction for quantiles and probabilities
• A note about calibrated prediction regions and distributions
• Individual prediction regions for multivariate longitudinal data with small samples
• Applications of hyperellipsoidal prediction regions
• Probability-centered prediction regions
• Improved prediction intervals and distribution functions
• Calibrated prediction regions for Gaussian random fields
• Conditional Minimum Volume Predictive Regions for Stochastic Processes
• Improved prediction limits for a general class of Gaussian models
• Nonparametric prediction intervals for explosive ar(1)-processes
• Prediction and calibration for multiple correlated variables
• Model-free model-fitting and predictive distributions
• Predicting the Number of Future Events
• Confidence distributions: a review
• Controlling conditional coverage probability in prediction
• Simultaneous prediction regions
• Seasonal warranty prediction based on recurrent event data
• Improved multivariate prediction regions for Markov process models
• Large sample prediction regions with estimated parameters
• Methods to compute prediction intervals: a review and new results
• Content-adjusted tolerance intervals via bootstrap calibration

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